1595’s The Musicians – currently on view at Intesa Sanpaolo’s Palazzo Zevallos Stigliano gallery in Naples – is a good example. It captures a group of four young males rehearsing for a concert.

The languorous central figure, who meets our gaze, fingers the strings of a lute. Behind him, another youth holds a Renaissance wind instrument known as the cornetto. In the foreground, a third figure – the singer – studies a sheaf of music with his back to us. On the left, a fourth young man looks down and helps himself to grapes.

By Caravaggio’s day, there was already a long-established tradition of concert imagery. Le Concert champêtre, by Titian, in the Louvre, is a well-known example: a pastoral fantasy of music-making in an idealised, golden countryside. Other painters opted for everyday scenes of contemporary musicians mid-performance. Caravaggio, however, decided on an unprecedented behind-the-scenes look at musicians in rehearsal.

To arrange the loan of great works from the most important museums in the world is a long, meticulous process. It’s only possible thanks to the reputation enjoyed by Intesa Sanpaolo worldwide for the dedication and professionalism it invests in its cultural projects.

Photo: Michele Coppola, Intesa Sanpaolo’s head of cultural activity

Why? One assumes it’s connected to his patron, Cardinal Francesco Maria del Monte. The Musicians originally hung on the wall of the camerino – a private concert chamber – in his house in Rome.

A music connoisseur who’d be employed by Pope Clement VIII to reform liturgical song, Del Monte was also one of the very first aristocrats to set up a camerino at home – so perhaps Caravaggio was producing a new kind of painting for a new kind of room. It’s as if the four musicians are preparing for the moment the Cardinal himself will walk in and a concert can start.

The Musicians comes to Naples on loan from the Metropolitan Museum of Art in New York, as part of Intesa Sanpaolo’s ongoing L’Ospite illustre (“Famous Guest”) programme – in which a major work from another collection is put on short-term display.

This is the fifth such loan, past examples including Picasso’s Harlequin with a Mirror, which visited in the summer of 2016 from the Museo Thyssen-Bornemisza in Madrid; and Titian’s Portrait of Antonio di Porcia, which visited earlier in 2017 from the Pinacoteca di Brera in Milan.

“To arrange the loan of great works from the most important museums in the world – for L’Ospite illustre and other exhibitions – is a long, meticulous process,” says Michele Coppola, Intesa Sanpaolo’s head of cultural activity. “It’s only possible thanks to the reputation enjoyed by Intesa Sanpaolo worldwide for the dedication and professionalism it invests in its cultural projects. The presence of The Musicians today is testimony of that.”

As a bank, Intesa Sanpaolo declares its aims aren’t just to contribute to economic growth but to the cultural richness of society also. To that end, it takes every opportunity to put works from its 20,000-strong collection on public view – whether at one of its own three galleries (in Milan, Naples and Vicenza) or sent out on loan elsewhere. “Our open outlook matches that of the world’s great museums,” says Coppola, “and makes our relations with them easier.”

The painting being exchanged for The Musicians is another Caravaggio: The Martyrdom of Saint Ursula of 1610. Depicting the killing by pagan Huns of a fifth-century English princess after she refused to marry their chief, it is the last picture he painted. It’s currently on show in New York alongside his second-last, TheDenial of St Peter (the Metropolitan’s own), in an exhibition called Caravaggio’s Last Two Paintings.

“The Martyrdom of Saint Ursula is a very popular painting of ours,” says Coppola. “The drama and violence is typical of Caravaggio late in his career.”

The work was previously exhibited at the Metropolitan Museum in 1985, and has also been lent for shows at London’s Royal Academy of Arts, Amsterdam’s Rijksmuseum and Washington’s National Gallery of Art.

The painting has more in common with The Musicians than initially meets the eye. It’s true one depicts murder, while the other is devoted to music, but they’re connected by the fact that Caravaggio depicted himself in both. The young man at the back with the cornetto in The Musicians is a self-portrait; just as is the man who stands directly behind Ursula in The Martyrdom. Caravaggio often painted himself into his images and, as Coppola observes, “what’s interesting about the L’Ospite illustre exchange is that it features arguably the first and last examples of this.”

In the intervening 15 years, we see Caravaggio’s appearance shift from boyish and clean-shaven to grisly and bearded – no doubt a product of the turbulent, street-fighting life he led. His biographer Giovanni Baglione said that, as a struggling young artist, Caravaggio had no money to pay for models and so relied on his own reflection in the mirror. His presence in later pictures, however, requires another explanation. In historical scenes such as The Martyrdom, perhaps it was as a show of empathy for his subjects. Did Caravaggio identify with the innocent princess, he himself having been brutally attacked – and partially blinded – by four enemies with knives in October 1609?

Intesa Sanpaolo prides itself on the quality of its exhibitions – whether the focus is on just one work, as in this case; or whether there are more than 100 works on view, as happened earlier this year when Bernardo Bellotto was shown alongside his famous uncle, Canaletto.

As for what’s next, Coppola tells the public to rest assured. “Discussions are under way to ensure there’ll be more masterpieces to admire in our galleries in the very near future.”

The Martyrdom of Saint Ursula of Caravaggio is on view at Museum Metropolitan of Art, New York, until 30 June 2017

The Musicians of Caravaggio is on view at Gallerie d’Italia –Palazzo Zevallos Stigliano, Naples, until 23 July 2017